Use the Kalman Filter, even without knowing all the theory! In Part 2 of my three-part series, I discuss the prediction and estimation processes, making an analogy with low-pass filters. We construct a system model via the state transition matrix A, the state-to-measurement matrix H, and the process noise and measurement noise matrices, Q and R.

💻 Get the MATLAB Code: https://tinyurl.com/kalmanfilterforbe...

This special lecture series takes us into dynamic attitude estimation, using time-varying gyroscope data, as opposed to the previously covered static attitude estimation, which uses simultaneous measurements of known external objects.

► Next: Kalman Filter for Beginners, Part 3- Attitude Estimation, Gyro, Accelerometer, Velocity via Position
   • Kalman Filter for Beginners, Part 3- ...  

► Previous, Kalman Filter for Beginners, Part 1 - Recursive Filters & MATLAB Examples
   • Attitude Determination, Davenport's q...  

► More lectures posted regularly
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► Dr. Shane Ross 🌠 aerospace engineering professor, Virginia Tech
Background: Caltech PhD | worked at NASA/JPL & Boeing
Research website for @ProfessorRoss
http://shaneross.com

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► Space Vehicle Dynamics course videos (playlist)
https://is.gd/SpaceVehicleDynamics

► Lecture notes for Kalman Filter series (PDF)
https://tinyurl.com/kalmanfilterforbe...

► MATLAB Code
https://tinyurl.com/kalmanfilterforbe...

► Reference
Kalman Filter for Beginners: with MATLAB Examples
by Phil Kim (Author), Lynn Huh (Translator), 2010
https://www.amazon.com/dp/1463648359

► Chapters
0:00 Recap
3:51 Estimation Step
8:00 Comparison with Low-Pass Filter
10:03 Error Covariance = Inaccuracy of Estimate
14:29 Prediction Step
17:34 How Prediction and Estimation Fit Together
21:44 The System Model
26:34 Covariance of the System Noise
31:30 MATLAB Simple Example
43:32 More Complicated Example

► Related Courses and Series Playlists by Dr. Ross

📚Space Vehicle Dynamics
https://is.gd/SpaceVehicleDynamics

📚3-Body Problem Orbital Dynamics Course
https://is.gd/3BodyProblem

📚Space Manifolds
https://is.gd/SpaceManifolds

📚Lagrangian and 3D Rigid Body Dynamics
https://is.gd/AnalyticalDynamics

📚Nonlinear Dynamics and Chaos
https://is.gd/NonlinearDynamics

📚Hamiltonian Dynamics
https://is.gd/AdvancedDynamics

📚Center Manifolds, Normal Forms, and Bifurcations
https://is.gd/CenterManifolds

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